does e xy e x e y

does e xy e x e y By definition of expectation E XY z TzP XY z Using our expression we just computed for P XY z we substitute E XY z T x SzP X x P Y z x Note

I 1x i y i approaches the expectation E XY For example if X is height and Y is weight E XY is the average of height weight We are interested in E XY because it is used for calculating E X sum k 1 6 frac k 6 frac 7 2 and E Y frac 1 2 Thus E X E Y frac 7 4 I m aware that the expectation of XY is not multiplicative i e E X E Y is not

does e xy e x e y

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X E X and Y E Y and k be a positive integer 1 The kth moment of X is de ned as E Xk If k 1 it equals the expectation 2 The kth central moment of X is de ned as E X X k E X Y is the expectation of a random variable the expectation of X conditional on Y E X Y y on the other hand is a particular value the expected value of X when Y y

E x e y 0 To measure the spread of a random variable X that is how likely it is to have value of Xvery far away from the mean we introduce the variance of X denoted by var X From the proof X Y 1 i X E X X Y E Y Y equality with probability 1 i e i X E X is a linear function of Y E Y In general X Y is a measure of how closely X

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Suppose X and Y are independent each having a uniform distribution on 0 1 Then for example E XY xydxdy ydy E X E Y This is in fact true in general for independent Covariance formula E XY E X E Y or expectation of product minus product of expectations is frequently useful Note if X and Y are independent then Cov X Y 0

You can reduce this question to this why is E XY X XE Y X with probability 1 If this is true then you can just take expectations on both sides The answer is If X and Y are independent then E XY EX EY Using LOTUS we have begin align label nonumber E XY sum x in R x sum y in R y xy P XY x y

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does e xy e x e y - E X Y is the expectation of a random variable the expectation of X conditional on Y E X Y y on the other hand is a particular value the expected value of X when Y y